Get the composition of our in-house portfolios

All portfolios and performance
Portfolio Ref: EQ4520LO1M
Performance in the last:
Follow this Portfolio
1D 1.4 %
1W 1.5 %
2W -2.9 %
1M -8.2 %
3M 2.5 %
6M 4.0 %
9M -0.3 %
1Y 6.7 %
Alpha
-10.6%
Beta
0.71
sharpe-R
0.4
Benchmark
SP500 (SPDR S&P 500 ETF Trust)
sharpe-R Benchmark
2.12
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
Calculation Frequency Daily
Latest Valuation Time 2024-09-16 06:54:06
Launch Date 2023-01-01 00:00:00
First Valuation Date 2021-01-01 00:00:00
Max. DrawDown -13.26%
Max. DrawDown Benchmark -8.41%

This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Equity asset class. This portfolio focuses only on companies in the Information Technology sector. The maximum number of assets that can be allocated in this strategy is 20.

The assets selection in this portfolio is based on: Macro-Pattern Mix St..
Please note that all model portfolios assume that the entry price for each trade is the previous close price.

Portfolio Performance against the market Benchmark

Try Our Peformance Checker Tool

Risk Level
2
Difficulty Level
2

Do you want to invest in this strategy ?

Follow the portfolio and you will get notified for every change in the composition of the portfolio

Current Portfolio Composition

Asset Asset Class Action Weight PnL
KNW Know Labs, Inc. Equity Buy 4.96% -6.25%
LYTS LSI Industries Inc. Equity Buy 5.25% -0.52%
DBD Diebold Nixdorf, Incorporated Equity Buy 4.87% -0.35%
ISDR Issuer Direct Corporation Equity Buy 4.86% -0.65%
AAOI Applied Optoelectronics, Inc. Equity Buy 6.17% 28.72%
The percentage of cash held in the portfolio is: 73.89%
** The description of each asset is available Here

The latest 5 Compositions change

2024-09-16 00:00:00 : Portfolio change date
Asset Action Weight PnL
KNW Know Labs, Inc. Buy 4.96% -6.25%
LYTS LSI Industries Inc. Buy 5.25% -0.52%
DBD Diebold Nixdorf, Incorporated Buy 4.87% -0.35%
ISDR Issuer Direct Corporation Buy 4.86% -0.65%
AAOI Applied Optoelectronics, Inc. Buy 6.17% 28.72%
The percentage of cash held in the portfolio is: 73.89%
New Assets Added
None
Assets Removed
Asset Action Perf %
PRTH Sell All 25.35%
VIAV Sell All 3.46%
Assets Rebalanced
None
2024-09-12 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 6.32% 16.7%
VIAV Viavi Solutions Inc. Buy 5.56% 2.72%
KNW Know Labs, Inc. Buy 5.03% -6.25%
LYTS LSI Industries Inc. Buy 5.3% -0.97%
DBD Diebold Nixdorf, Incorporated Buy 4.8% -3.2%
ISDR Issuer Direct Corporation Buy 4.91% -0.84%
AAOI Applied Optoelectronics, Inc. Buy 5.58% 14.8%
The percentage of cash held in the portfolio is: 62.51%
New Assets Added
None
Assets Removed
Asset Action Perf %
PHUN Sell All -5.41%
Assets Rebalanced
None
2024-09-09 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 5.75% 3.82%
VIAV Viavi Solutions Inc. Buy 5.41% -2.35%
PHUN Phunware, Inc. Buy 5.08% -8.26%
KNW Know Labs, Inc. Buy 4.63% -15.62%
LYTS LSI Industries Inc. Buy 5.46% -0.39%
DBD Diebold Nixdorf, Incorporated Buy 4.82% -4.99%
ISDR Issuer Direct Corporation Buy 4.96% -2.24%
AAOI Applied Optoelectronics, Inc. Buy 5.17% 4.05%
The percentage of cash held in the portfolio is: 58.73%
New Assets Added
None
Assets Removed
Asset Action Perf %
ROG Sell All -7.91%
RUN Sell All -10.32%
WDC Sell All -7.35%
Assets Rebalanced
None
2024-09-06 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 5.97% 10.06%
VIAV Viavi Solutions Inc. Buy 5.43% 0.12%
ROG Rogers Corporation Buy 5.2% -4.05%
RUN Sunrun Inc. Buy 5.15% -4.94%
PHUN Phunware, Inc. Buy 5.07% -6.55%
KNW Know Labs, Inc. Buy 4.53% -15.62%
LYTS LSI Industries Inc. Buy 5.56% 3.77%
DBD Diebold Nixdorf, Incorporated Buy 4.91% -1.04%
ISDR Issuer Direct Corporation Buy 5.17% 4.19%
WDC Western Digital Corporation Buy 4.64% -4.54%
AAOI Applied Optoelectronics, Inc. Buy 5.25% 7.84%
The percentage of cash held in the portfolio is: 43.12%
New Assets Added
None
Assets Removed
Asset Action Perf %
FIVN Sell All -11.57%
Assets Rebalanced
None
2024-09-04 00:00:00 : Portfolio change date
Asset Action Weight PnL
PRTH Priority Technology Holdings, Inc. Buy 6.36% 18.11%
FIVN Five9, Inc. Buy 5% -7.17%
VIAV Viavi Solutions Inc. Buy 5.36% -0.37%
ROG Rogers Corporation Buy 5.2% -3.4%
RUN Sunrun Inc. Buy 4.92% -8.64%
PHUN Phunware, Inc. Buy 4.88% -9.4%
KNW Know Labs, Inc. Buy 4.67% -12.5%
LYTS LSI Industries Inc. Buy 5.43% 2.01%
DBD Diebold Nixdorf, Incorporated Buy 4.86% -1.44%
ISDR Issuer Direct Corporation Buy 5.37% 8.95%
WDC Western Digital Corporation Buy 4.65% -3.86%
AAOI Applied Optoelectronics, Inc. Buy 5.22% 8.02%
The percentage of cash held in the portfolio is: 38.08%
New Assets Added
None
Assets Removed
Asset Action Perf %
VRNT Sell All -8.79%
CMTL Sell All -11.11%
ATOM Sell All -17.55%
ASTI Sell All -49.09%
SCSC Sell All -6.32%
Assets Rebalanced
None
2024-09-02 00:00:00 : Portfolio change date
Asset Action Weight PnL
VRNT Verint Systems Inc. Buy 4.94% -4.65%
PRTH Priority Technology Holdings, Inc. Buy 6.26% 20.72%
FIVN Five9, Inc. Buy 5% -3.59%
VIAV Viavi Solutions Inc. Buy 5.51% 6.3%
ROG Rogers Corporation Buy 5.19% 0.2%
CMTL Comtech Telecommunications Corp. Buy 4.79% -7.6%
RUN Sunrun Inc. Buy 5.25% 1.28%
ATOM Atomera Incorporated Buy 4.62% -10.93%
PHUN Phunware, Inc. Buy 5.04% -2.85%
ASTI Ascent Solar Technologies, Inc. Buy 3.28% -36.77%
KNW Know Labs, Inc. Buy 4.65% -9.38%
LYTS LSI Industries Inc. Buy 5.3% 3.38%
DBD Diebold Nixdorf, Incorporated Buy 4.93% 3.94%
SCSC ScanSource, Inc. Buy 4.66% -1.85%
ISDR Issuer Direct Corporation Buy 5.33% 12.4%
WDC Western Digital Corporation Buy 4.65% 0%
AAOI Applied Optoelectronics, Inc. Buy 4.65% 0%
The percentage of cash held in the portfolio is: 15.95%
New Assets Added
  • WDC
  • AAOI
Assets Removed
Asset Action Perf %
DDD Sell All -17.37%
Assets Rebalanced
None

Load more previous compositions

Compositions In The Last 2W Compositions In The Last 1M Compositions In The Last 3M Compositions In The Last 6M

Market Overview

Disclaimer Quantam Research does not provide personal investment or financial advice to individuals, or act as personal financial, legal, or institutional investment advisors, or individually advocate the purchase or sale of any security or investment or the use of any particular financial strategy. All investing, assets forecasts and investment strategies include the risk of loss for some or even all of your capital. Before pursuing any financial strategies discussed on this website, you should always consult with a licensed financial advisor.
Cookies Settings